How Easily And Simply to Backtest a Stock Portfolio
The video describes the simple, but powerful, framework for backtesting the portfolio ideas. It is based on Backtrader, but to use it you don't need to know any of the Backtrader specifics. All information is represented as pandas data frames and python dictionaries.
Here you will find explanation of the structure and implementation, and also, a simple example of the implementation of the generic momentum strategy with the equal weight allocation for the portfolio construction model.
00:00 Intro
00:22 Framework Idea
00:43 Framework structure
02:15 Implementation overview
03:41 Implementation and backtestig generic momentum strategy
06:02 Results
Link to the code: https://github.com/CloseToAlgoTrading...
Battle of portfolio optimization: • Battle Of The Portfolio Optimization ...
Trading system structure: • What is a Quantitative Trading System...
Backtrader: https://www.backtrader.com
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